Leveraged Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Leveraged Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
The earliest data available for this chart is May 29, 2015, corresponding to the inception date of GUSH
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Leveraged Portfolio | -6.82% | 14.61% | -16.53% | -2.27% | -1.08% | N/A |
| Portfolio components: | ||||||
SPXL Direxion Daily S&P 500 Bull 3X Shares | -19.60% | 40.67% | -24.54% | 7.35% | 30.94% | 20.32% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -3.43% | -5.12% | -15.83% | -15.90% | -36.60% | -13.32% |
ERX Direxion Daily Energy Bull 2X Shares | -13.46% | 11.77% | -26.52% | -27.98% | 27.64% | -21.03% |
NUGT Direxion Daily Gold Miners Bull 2X Shares | 92.70% | 34.97% | 41.26% | 73.68% | -0.57% | -17.30% |
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | -27.98% | 27.46% | -34.97% | -47.49% | 16.93% | N/A |
Monthly Returns
The table below presents the monthly returns of Leveraged Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.43% | 5.32% | -6.41% | -8.56% | -1.00% | -6.82% | |||||||
| 2024 | -3.71% | 3.11% | 8.41% | -13.82% | 9.48% | 4.33% | 6.25% | 3.43% | 3.78% | -9.12% | 10.25% | -13.97% | 4.15% |
| 2023 | 18.97% | -13.02% | 10.79% | 1.79% | -7.20% | 9.03% | 1.90% | -7.29% | -15.83% | -11.52% | 24.92% | 17.01% | 21.43% |
| 2022 | -9.15% | -2.29% | 2.47% | -23.53% | -1.33% | -18.96% | 16.12% | -11.98% | -24.43% | 5.73% | 16.10% | -13.32% | -54.28% |
| 2021 | -5.62% | 1.14% | 1.01% | 9.74% | 3.48% | 7.83% | 5.60% | 2.00% | -8.98% | 14.57% | 0.57% | 2.56% | 36.78% |
| 2020 | 5.71% | -3.64% | -12.40% | 32.07% | 2.64% | 1.03% | 13.96% | 2.34% | -8.99% | -9.46% | 21.97% | 5.49% | 51.09% |
| 2019 | 15.10% | 1.62% | 9.11% | 0.78% | -3.05% | 13.35% | 0.35% | 12.12% | -4.67% | -0.28% | 2.76% | 3.32% | 60.50% |
| 2018 | 2.71% | -14.13% | 0.75% | 0.52% | 6.72% | 1.31% | 1.48% | 2.92% | -2.58% | -16.16% | 2.75% | -1.69% | -16.77% |
| 2017 | 3.63% | 4.87% | -1.67% | 1.13% | 2.74% | 0.78% | 2.27% | 3.58% | 0.82% | 2.01% | 5.09% | 5.59% | 35.27% |
| 2016 | 0.18% | 8.87% | 9.07% | 8.52% | -1.50% | 12.67% | 8.09% | -3.24% | -1.31% | -11.06% | -3.31% | 2.55% | 30.44% |
| 2015 | -10.85% | 2.05% | -10.18% | -1.66% | 15.02% | -2.43% | -8.43% | -17.42% |
Expense Ratio
Leveraged Portfolio has a high expense ratio of 1.07%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Leveraged Portfolio is 5, meaning it’s performing worse than 95% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.13 | 0.59 | 1.09 | 0.16 | 0.52 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.37 | -0.26 | 0.97 | -0.17 | -0.65 |
ERX Direxion Daily Energy Bull 2X Shares | -0.56 | -0.53 | 0.93 | -0.31 | -1.75 |
NUGT Direxion Daily Gold Miners Bull 2X Shares | 1.12 | 1.71 | 1.22 | 0.78 | 3.94 |
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | -0.74 | -0.87 | 0.88 | -0.48 | -1.75 |
Dividends
Dividend yield
Leveraged Portfolio provided a 2.77% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.77% | 2.61% | 2.05% | 1.03% | 0.21% | 1.22% | 0.95% | 1.27% | 1.78% | 0.16% |
| Portfolio components: | ||||||||||
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.99% | 0.74% | 0.98% | 0.33% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 0.00% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 4.39% | 4.29% | 2.82% | 1.62% | 0.13% | 2.23% | 0.94% | 1.49% | 0.41% | 0.00% |
ERX Direxion Daily Energy Bull 2X Shares | 3.28% | 2.94% | 3.17% | 2.23% | 2.16% | 2.35% | 1.56% | 3.10% | 0.85% | 0.00% |
NUGT Direxion Daily Gold Miners Bull 2X Shares | 0.86% | 1.79% | 1.67% | 0.70% | 0.00% | 0.00% | 0.63% | 0.57% | 0.00% | 0.00% |
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 3.83% | 2.96% | 3.00% | 0.47% | 0.00% | 0.20% | 1.68% | 0.17% | 0.00% | 3.26% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Leveraged Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Leveraged Portfolio was 63.45%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
The current Leveraged Portfolio drawdown is 47.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.45% | Nov 10, 2021 | 494 | Oct 27, 2023 | — | — | — |
| -45.54% | Mar 9, 2020 | 8 | Mar 18, 2020 | 29 | Apr 29, 2020 | 37 |
| -27.19% | Jan 29, 2018 | 229 | Dec 24, 2018 | 113 | Jun 7, 2019 | 342 |
| -24.57% | Jun 1, 2015 | 161 | Jan 19, 2016 | 55 | Apr 7, 2016 | 216 |
| -22.16% | Aug 19, 2016 | 61 | Nov 14, 2016 | 204 | Sep 7, 2017 | 265 |
Volatility
Volatility Chart
The current Leveraged Portfolio volatility is 18.28%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 2.70, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | NUGT | TMF | GUSH | ERX | SPXL | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.16 | -0.15 | 0.48 | 0.52 | 1.00 | 0.65 |
| NUGT | 0.16 | 1.00 | 0.22 | 0.16 | 0.16 | 0.16 | 0.44 |
| TMF | -0.15 | 0.22 | 1.00 | -0.25 | -0.26 | -0.15 | 0.49 |
| GUSH | 0.48 | 0.16 | -0.25 | 1.00 | 0.91 | 0.48 | 0.42 |
| ERX | 0.52 | 0.16 | -0.26 | 0.91 | 1.00 | 0.52 | 0.44 |
| SPXL | 1.00 | 0.16 | -0.15 | 0.48 | 0.52 | 1.00 | 0.65 |
| Portfolio | 0.65 | 0.44 | 0.49 | 0.42 | 0.44 | 0.65 | 1.00 |